How do I go about declaring my shares on my tax form (Canton Zürich)? Do I declare the value they held on 31st December, or is it some nominal value, and what sort of paperwork to I have to supply to prove that I own or owned these shares on that date and what their value was.

There is an official Tax Value of shares fixed by the Confederation (at least for Swiss shares).

http://www.ictax.admin.ch/static/de/

That's a useful link, thanks.

What does everyone else do about non-Swiss shares? I hold some shares back in the UK in an online sharedealing service, so for the tax return I went into the service on 31 Dec after the markets were closed, printed out the current portfolio valuation (which is date/time stamped), then printed a list of all dividends received during the year.

I've only just sent in the tax return for 2008 (don't ask...), so hopefully this system will work for the tax office. We had a large accounting firm to prepare the return as a first year relocation bung, and they didn't bat an eyelid, so fingers crossed.

kodokan